2016-10-14 |
MARKET DATA |
No 199 (2981) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
150,00 |
144,71 |
8 |
770,00 |
820,35 |
16 |
920,00 |
965,06 |
24 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS1016 |
PL0000106795 |
100,05 |
100,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
101,63 |
101,67 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0717 |
PL0000108502 |
98,81 |
98,84 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
103,71 |
103,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0418 |
PL0000107314 |
103,13 |
103,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,33 |
101,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK1018 |
PL0000109062 |
96,53 |
96,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0719 |
PL0000108148 |
103,61 |
103,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
110,27 |
110,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
97,82 |
97,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
111,52 |
111,59 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
98,49 |
98,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
96,95 |
96,93 |
96,930 |
96,950 |
96,930 |
96,950 |
96,944 |
70 000 |
68,15 |
2 |
DS1021 |
PL0000106670 |
115,50 |
115,55 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
117,20 |
117,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,71 |
107,88 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
102,10 |
102,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
95,53 |
95,51 |
95,530 |
95,530 |
95,520 |
95,520 |
95,523 |
60 000 |
57,66 |
4 |
DS0727 |
PL0000109427 |
93,95 |
93,90 |
93,950 |
93,950 |
93,900 |
93,900 |
93,925 |
20 000 |
18,90 |
2 |
WS0428 |
PL0000107611 |
95,69 |
96,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
125,40 |
125,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
111,40 |
111,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0117 |
PL0000106936 |
100,06 |
100,08 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0118 |
PL0000104717 |
100,14 |
100,22 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0119 |
PL0000107603 |
99,94 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
99,40 |
99,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
98,62 |
98,75 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
97,35 |
97,43 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
96,28 |
96,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
94,30 |
94,36 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
150 000 |
144,71 |
8 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BILLS |
Bond |
ISIN |
Days to maturity |
Best bid/offer |
TRANSACTIONS - Prices |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
YTM (%) |
Clearing price (PLN) |
(pcs) |
(PLN M) |
(pcs) |
30NOV16 |
PL0000004990 |
43 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,03 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,61 |
101,72 |
1,58 |
1,37 |
101,67 |
1,47 |
OK0717 |
PL0000108502 |
98,78 |
98,90 |
1,61 |
1,45 |
98,84 |
1,53 |
DS1017 |
PL0000104543 |
103,67 |
103,79 |
1,59 |
1,47 |
103,73 |
1,53 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,10 |
103,24 |
1,66 |
1,57 |
103,17 |
1,61 |
PS0718 |
PL0000107595 |
101,30 |
101,48 |
1,74 |
1,64 |
101,39 |
1,69 |
OK1018 |
PL0000109062 |
96,48 |
96,61 |
1,79 |
1,72 |
96,55 |
1,75 |
WZ0119 |
PL0000107603 |
99,90 |
100,06 |
--- |
--- |
99,98 |
--- |
PS0719 |
PL0000108148 |
103,56 |
103,68 |
1,91 |
1,87 |
103,62 |
1,89 |
DS1019 |
PL0000105441 |
110,18 |
110,39 |
1,99 |
1,92 |
110,29 |
1,96 |
WZ0120 |
PL0000108601 |
99,37 |
99,50 |
--- |
--- |
99,44 |
--- |
PS0420 |
PL0000108510 |
97,77 |
97,99 |
2,16 |
2,10 |
97,88 |
2,13 |
DS1020 |
PL0000106126 |
111,42 |
111,65 |
2,24 |
2,19 |
111,54 |
2,22 |
WZ0121 |
PL0000106068 |
98,56 |
98,80 |
--- |
--- |
98,68 |
--- |
PS0421 |
PL0000108916 |
98,42 |
98,63 |
2,37 |
2,32 |
98,53 |
2,34 |
PS0721 |
PL0000109153 |
96,82 |
97,01 |
2,46 |
2,42 |
96,92 |
2,44 |
DS1021 |
PL0000106670 |
115,32 |
115,61 |
2,47 |
2,41 |
115,47 |
2,44 |
WS0922 |
PL0000102646 |
117,11 |
117,37 |
2,60 |
2,55 |
117,24 |
2,58 |
IZ0823 |
PL0000105359 |
111,07 |
112,26 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
107,65 |
108,07 |
2,78 |
2,72 |
107,86 |
2,75 |
WZ0124 |
PL0000107454 |
96,20 |
96,44 |
--- |
--- |
96,32 |
--- |
DS0725 |
PL0000108197 |
101,91 |
102,28 |
3,00 |
2,95 |
102,10 |
2,97 |
WZ0126 |
PL0000108817 |
94,18 |
94,39 |
--- |
--- |
94,29 |
--- |
DS0726 |
PL0000108866 |
95,43 |
95,69 |
3,05 |
3,01 |
95,56 |
3,03 |
WS0429 |
PL0000105391 |
125,06 |
126,05 |
3,27 |
3,19 |
125,56 |
3,23 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0117 |
PL0000106936 |
100,04 |
100,10 |
--- |
--- |
100,07 |
--- |
PS0417 |
PL0000107058 |
101,61 |
101,72 |
1,58 |
1,37 |
101,67 |
1,47 |
OK0717 |
PL0000108502 |
98,79 |
98,91 |
1,60 |
1,44 |
98,85 |
1,52 |
DS1017 |
PL0000104543 |
103,69 |
103,77 |
1,57 |
1,49 |
103,73 |
1,53 |
WZ0118 |
PL0000104717 |
100,11 |
100,24 |
--- |
--- |
100,18 |
--- |
PS0418 |
PL0000107314 |
103,12 |
103,24 |
1,65 |
1,57 |
103,18 |
1,61 |
PS0718 |
PL0000107595 |
101,32 |
101,48 |
1,73 |
1,64 |
101,40 |
1,69 |
OK1018 |
PL0000109062 |
96,51 |
96,63 |
1,77 |
1,71 |
96,57 |
1,74 |
WZ0119 |
PL0000107603 |
99,91 |
100,06 |
--- |
--- |
99,99 |
--- |
PS0719 |
PL0000108148 |
103,59 |
103,69 |
1,90 |
1,87 |
103,64 |
1,89 |
DS1019 |
PL0000105441 |
110,25 |
110,41 |
1,97 |
1,92 |
110,33 |
1,94 |
WZ0120 |
PL0000108601 |
99,37 |
99,52 |
--- |
--- |
99,45 |
--- |
PS0420 |
PL0000108510 |
97,81 |
98,01 |
2,15 |
2,09 |
97,91 |
2,12 |
DS1020 |
PL0000106126 |
111,44 |
111,67 |
2,24 |
2,18 |
111,56 |
2,21 |
WZ0121 |
PL0000106068 |
98,58 |
98,79 |
--- |
--- |
98,69 |
--- |
PS0421 |
PL0000108916 |
98,45 |
98,62 |
2,36 |
2,32 |
98,54 |
2,34 |
PS0721 |
PL0000109153 |
96,88 |
97,01 |
2,45 |
2,42 |
96,95 |
2,43 |
DS1021 |
PL0000106670 |
115,39 |
115,63 |
2,45 |
2,41 |
115,51 |
2,43 |
WS0922 |
PL0000102646 |
117,13 |
117,38 |
2,59 |
2,55 |
117,26 |
2,57 |
IZ0823 |
PL0000105359 |
111,07 |
112,26 |
--- |
--- |
111,67 |
--- |
DS1023 |
PL0000107264 |
107,67 |
107,99 |
2,78 |
2,73 |
107,83 |
2,76 |
WZ0124 |
PL0000107454 |
96,21 |
96,44 |
--- |
--- |
96,33 |
--- |
DS0725 |
PL0000108197 |
101,97 |
102,33 |
2,99 |
2,94 |
102,15 |
2,96 |
WZ0126 |
PL0000108817 |
94,23 |
94,42 |
--- |
--- |
94,33 |
--- |
DS0726 |
PL0000108866 |
95,47 |
95,65 |
3,04 |
3,02 |
95,56 |
3,03 |
WS0429 |
PL0000105391 |
125,08 |
125,99 |
3,27 |
3,19 |
125,54 |
3,23 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1020 |
PL0000106126 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
55 |
DS1021 |
PL0000106670 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
160 |
PS0719 |
PL0000108148 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
150 |
DS0725 |
PL0000108197 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
20 |
PS0421 |
PL0000108916 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
35 |
PS0721 |
PL0000109153 |
3/4 |
1 |
1,500 |
1,500 |
1,500 |
50 |
WZ0121 |
PL0000106068 |
0/3 |
3 |
1,480 |
1,480 |
1,480 |
20 |
PS0418 |
PL0000107314 |
3/10 |
7 |
1,450 |
1,450 |
1,450 |
45 |
PS0719 |
PL0000108148 |
3/10 |
7 |
1,500 |
1,500 |
1,500 |
40 |
PS0420 |
PL0000108510 |
3/10 |
7 |
1,480 |
1,500 |
1,499 |
125 |
WZ0121 |
PL0000106068 |
3/10 |
7 |
1,480 |
1,520 |
1,509 |
70 |
TOTAL |
770 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.